+54.2%
RGTI vs IOVA
-72.1%
+126.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -4.9% | -0.5% |
| 7D | +0.5% | -2.2% | +2.6% | +0.9% |
| 30D | -17.1% | +27.6% | -44.7% | -22.2% |
| 3M | -26.0% | +117.2% | -143.2% | -40.4% |
| 6M | -9.9% | +77.7% | -87.5% | -24.4% |
| YTD | -31.1% | +215.0% | -246.1% | -50.0% |
| 1Y | -8.5% | +255.4% | -263.9% | -36.8% |
| 3Y | +652.2% | +42.6% | +609.6% | +471.4% |
| 5Y | +56.8% | -62.2% | +119.0% | +28.6% |
| All | +54.2% | -72.1% | +126.4% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling